NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
93.91 |
93.34 |
-0.57 |
-0.6% |
97.75 |
High |
94.03 |
94.28 |
0.25 |
0.3% |
98.22 |
Low |
92.49 |
92.99 |
0.50 |
0.5% |
92.49 |
Close |
93.24 |
93.91 |
0.67 |
0.7% |
93.24 |
Range |
1.54 |
1.29 |
-0.25 |
-16.2% |
5.73 |
ATR |
1.65 |
1.62 |
-0.03 |
-1.5% |
0.00 |
Volume |
71,016 |
61,803 |
-9,213 |
-13.0% |
265,782 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.60 |
97.04 |
94.62 |
|
R3 |
96.31 |
95.75 |
94.26 |
|
R2 |
95.02 |
95.02 |
94.15 |
|
R1 |
94.46 |
94.46 |
94.03 |
94.74 |
PP |
93.73 |
93.73 |
93.73 |
93.87 |
S1 |
93.17 |
93.17 |
93.79 |
93.45 |
S2 |
92.44 |
92.44 |
93.67 |
|
S3 |
91.15 |
91.88 |
93.56 |
|
S4 |
89.86 |
90.59 |
93.20 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.84 |
108.27 |
96.39 |
|
R3 |
106.11 |
102.54 |
94.82 |
|
R2 |
100.38 |
100.38 |
94.29 |
|
R1 |
96.81 |
96.81 |
93.77 |
95.73 |
PP |
94.65 |
94.65 |
94.65 |
94.11 |
S1 |
91.08 |
91.08 |
92.71 |
90.00 |
S2 |
88.92 |
88.92 |
92.19 |
|
S3 |
83.19 |
85.35 |
91.66 |
|
S4 |
77.46 |
79.62 |
90.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.93 |
92.49 |
5.44 |
5.8% |
1.89 |
2.0% |
26% |
False |
False |
60,497 |
10 |
98.22 |
92.49 |
5.73 |
6.1% |
1.74 |
1.9% |
25% |
False |
False |
50,206 |
20 |
98.22 |
91.99 |
6.23 |
6.6% |
1.59 |
1.7% |
31% |
False |
False |
39,702 |
40 |
99.77 |
90.56 |
9.21 |
9.8% |
1.51 |
1.6% |
36% |
False |
False |
31,651 |
60 |
99.77 |
90.56 |
9.21 |
9.8% |
1.42 |
1.5% |
36% |
False |
False |
28,729 |
80 |
99.77 |
88.48 |
11.29 |
12.0% |
1.31 |
1.4% |
48% |
False |
False |
23,716 |
100 |
99.77 |
88.32 |
11.45 |
12.2% |
1.28 |
1.4% |
49% |
False |
False |
19,867 |
120 |
99.77 |
87.76 |
12.01 |
12.8% |
1.30 |
1.4% |
51% |
False |
False |
17,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.76 |
2.618 |
97.66 |
1.618 |
96.37 |
1.000 |
95.57 |
0.618 |
95.08 |
HIGH |
94.28 |
0.618 |
93.79 |
0.500 |
93.64 |
0.382 |
93.48 |
LOW |
92.99 |
0.618 |
92.19 |
1.000 |
91.70 |
1.618 |
90.90 |
2.618 |
89.61 |
4.250 |
87.51 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.82 |
93.91 |
PP |
93.73 |
93.90 |
S1 |
93.64 |
93.90 |
|